Description
Learning Objectives:
We review the concepts of risk sensitivities, Delta, Gamma, and Vega, presented in the original version, and expand on them by using Python to measure risk, and create powerful data visualizations to help us manage risk in rate-sensitive portfolios.
We use Python to calculate risk sensitivities for different portfolios of bonds, swaps, and swaptions, and apply them to simulate portfolio profit or loss, as a result of changes in interest rates and option volatility.
No coding experience needed. Downloadable Python code is included so you can dive right in, as we walk you through course exercises that develop your practical skills, in market risk measurement and management.
Duration:
1 hour
Audience:
- Staff and management in Risk, Finance, Operations, Audit, Risk IT, and Front Office, in financial organizations globally.
- College and University students who aspire to become risk management professionals.
Recommended Course Prerequisites:
How long do I have to complete this course?
You will have access to course content for 270 days from enrollment date and can choose to complete the course at any time during this period.
